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fix(memory): gate past-context lessons to point-in-time in backtests
- get_past_context returned every resolved lesson regardless of the run date, so a historical run could learn from an outcome that had not happened yet - record each resolved entry's resolution date (the last price bar used) and filter get_past_context(as_of=trade_date) on it for a historical run; a current-date run passes None so live behavior and pre-migration entries (no stored resolution date, conservatively excluded from backtests) are unaffected #1251
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95
tests/test_memory_pointintime.py
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95
tests/test_memory_pointintime.py
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"""Memory-log lessons must be point-in-time safe in a backtest (#1251).
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get_past_context previously returned every resolved lesson regardless of the run
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date, so a historical run could learn from an outcome that had not happened yet.
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Resolved entries now record the date their outcome became known (``resolved:``),
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and get_past_context(as_of=...) filters on it. Legacy entries without a
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resolution date are excluded from a point-in-time query (conservative migration).
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"""
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from __future__ import annotations
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import pytest
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from tradingagents.agents.utils.memory import TradingMemoryLog
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def _log(tmp_path):
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return TradingMemoryLog({"memory_log_path": str(tmp_path / "mem.md")})
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def _resolve(log, ticker, date, resolution_date, reflection):
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log.store_decision(ticker, date, f"Rating: Buy\n{reflection}")
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log.update_with_outcome(
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ticker, date, 0.05, 0.02, 5, reflection, resolution_date=resolution_date,
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)
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@pytest.mark.unit
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def test_resolution_date_is_stored_and_parsed(tmp_path):
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log = _log(tmp_path)
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_resolve(log, "NVDA", "2026-01-05", "2026-01-10", "outcome known 01-10")
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entry = log.load_entries()[0]
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assert entry["resolved"] == "2026-01-10"
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assert "resolved:2026-01-10" in (tmp_path / "mem.md").read_text()
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@pytest.mark.unit
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def test_as_of_excludes_lessons_resolved_after_the_run_date(tmp_path):
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log = _log(tmp_path)
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# Decision on 01-05, outcome only known on 01-10.
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_resolve(log, "NVDA", "2026-01-05", "2026-01-10", "great trade")
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# A run as-of 01-07 must NOT see it (the outcome was still in the future).
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assert log.get_past_context("NVDA", as_of="2026-01-07") == ""
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# A run as-of 01-10 (and later) sees it.
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assert "great trade" in log.get_past_context("NVDA", as_of="2026-01-10")
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assert "great trade" in log.get_past_context("NVDA", as_of="2026-02-01")
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@pytest.mark.unit
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def test_no_as_of_is_unfiltered_live_behavior(tmp_path):
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log = _log(tmp_path)
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_resolve(log, "NVDA", "2026-01-05", "2026-01-10", "great trade")
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# Live run (no as_of): unchanged behavior, lesson is shown.
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assert "great trade" in log.get_past_context("NVDA")
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@pytest.mark.unit
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def test_legacy_entry_without_resolution_date_excluded_in_backtest(tmp_path):
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log = _log(tmp_path)
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# Simulate a pre-migration resolved entry: no resolution_date recorded.
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log.store_decision("NVDA", "2026-01-05", "Rating: Buy\nlegacy lesson")
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log.update_with_outcome("NVDA", "2026-01-05", 0.05, 0.02, 5, "legacy lesson")
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entry = log.load_entries()[0]
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assert entry["resolved"] is None
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# Conservative: excluded from a point-in-time query (can't prove it was known)...
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assert log.get_past_context("NVDA", as_of="2026-06-01") == ""
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# ...but still available on a live (unfiltered) run.
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assert "legacy lesson" in log.get_past_context("NVDA")
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@pytest.mark.unit
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def test_cross_ticker_lessons_are_also_gated(tmp_path):
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log = _log(tmp_path)
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_resolve(log, "AAPL", "2026-01-05", "2026-01-10", "cross lesson")
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# Querying a different ticker as-of before resolution: no cross lesson leaks.
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assert log.get_past_context("NVDA", as_of="2026-01-07") == ""
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assert "cross lesson" in log.get_past_context("NVDA", as_of="2026-01-10")
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@pytest.mark.unit
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def test_memory_as_of_gates_historical_but_not_live():
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# The graph filters only for a past trade date; a current-date run passes
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# None so live behavior and legacy entries are unaffected (#1251).
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from datetime import datetime, timedelta
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from tradingagents.graph.trading_graph import TradingAgentsGraph
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g = object.__new__(TradingAgentsGraph)
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past = "2024-01-01"
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today = datetime.now().strftime("%Y-%m-%d")
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future = (datetime.now() + timedelta(days=30)).strftime("%Y-%m-%d")
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assert g._memory_as_of(past) == past # backtest -> filter on the trade date
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assert g._memory_as_of(today) is None # live -> no filter
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assert g._memory_as_of(future) is None # future-dated run -> no filter
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